Yoko in the attic. She switches on her lighter and pokes her head into the attic, slowly looking about her all the while hearing what are seemingly odd creaking noises (of course, as those who are familiar with the original Ju-on films will know, those noises are certainly not caused by anything creaking). As she turns, a pale face can suddenly just be made out behind her... and then her lighter highlights this mysterious face.
Speaking of Yoko: There's a part where Alex sees her walking very stiffly after she's been missing for days. She turns around upon being called - and her entire jaw is missing, complete with her tongue lolling out because there's no place to hold it.
Susan being stalked from her office to her own bedroom - nowhere is safe.
The hand appearing in Karen's hair - it was basically the money shot used in the trailer to get people to see the film.
Then there's Karen's attempt to escape with a borderline catatonic Doug, only to freeze in terror upon hearing strange noises from upstairs... then Kayako suddenly emerges from around the corner and proceeds to slowly and jerkily crawl down the stairs, her bones making those same terrible snapping noises.
The scene with Emma where Kayako appears as a cloud of darkness with a face.
The scene where Kayako stares directly into the security camera that Karen is watching her through.
The Grudge 2
Poor Allison, locked in the cupboard while Kayako/Aubrey sloooowly comes for her. Allison's terrified, sobbing screams make the whole thing so much worse.
Aubrey's death. The Sickening "Crunch!" and The Scream she emits just before her neck is snapped is cringeworthy. Also is you listen close to her death rattle you can actually hear her wheezing for air, which makes this situation much more frightening and tear jerking.
There's also the disturbing aspect that Aubrey is basically lying there, dying and then sees Kayako peek her head through the door, open it and slowly approach her. There's something so unnerving of seeing Kayako not only looking normal for once, but just the surreal nature of it. And then we see her creepy glare...
After Miyuki and Vanessa are taken by the curse, a terrified Allison pays another visit to the school principal, only for the principal to claim that she too visited the house to see it for herself. Allison then tearfully informs her that she'll be a victim of the curse, too, just like the missing Vanessa and Miyuki. The principal's response? "I don't know what you're talking about. They're right here." Cue Allison becoming utterly horrified as she realises that the ghosts of the two girls are indeed in the room with her, sitting on either side of her. As she screams and leaps off the couch, she hears a ghastly moaning sound behind her - coming from the now deathly pale principal, revealing that she too is now a tool of the curse.
The deleted epilogue. Mrs. Davis receives a package containing Karen and Aubrey's belongings. As she weeps for her daughters, she suddenly comes across another item in the package... Kayako's journal, which sprouts an eye from its pages and stares at her. Suddenly, she starts to suffer from a much worse coughing fit than usual... as Kayako, in the form of a huge bundle of hair with an eyeball in the middle, forces her way out of her mouth, ripping Mrs. Davis' lower jaw from her face. Ouch.
The Grudge 3
Kayako emerging from one of Gretchen's paintings, and, prior to that, the horribly unsettling damage she does to the painting of Rose.
Naoko's unsettling, stumbling walk and horrible gurgling sounds after she too becomes a Stringy-Haired Ghost Girl... not to mention her (presumed) prime method of killing (ie. biting out throats). Some people find her to be even scarier than Kayako.
Not to mention Naoko's (horribly brutal) death in the first place. To elaborate: she has her knee broken and a serrated knife forced through her throat. Yikes.
The rather frightening sequence of Kayako chasing Dr. Sullivan through the hospital but no matter where she turns, Kayako is right on her. She manages to flee until coming to a door that won't open to her card and screaming for a janitor to help her. All the while we see Kayako warping to her, not even walking. She even phases through a closed door to get to the room Sullivan's in before she grabs her neck and snaps it.
The opening sequence: Jake is in a psychiatric unit after witnessing the deaths of his entire family, desperately pleading for Dr. Sullivan to not leave him alone, locked in his room, because Kayako will come for him, too. Sullivan is naturally skeptical and leaves him to go and check on other patients. Not long after, Kayako does indeed come for Jake - by materializing in the room, grabbing him from behind, pinning him to the floor... and proceeding to brutally snap every bone in his body, flinging him around like a ragdoll. By the time Sullivan manages to get back to his room, the poor kid is a twisted, bloody mess. Infant Immortality? What's that?
Kayako materializing inside a bundle of plastic sheeting before coming after Lisa.